ICE Russell 2000 Mini Future September 2012


Trading Metrics calculated at close of trading on 23-Aug-2012
Day Change Summary
Previous Current
22-Aug-2012 23-Aug-2012 Change Change % Previous Week
Open 813.7 810.6 -3.1 -0.4% 797.4
High 814.9 817.2 2.3 0.3% 818.4
Low 807.6 801.5 -6.1 -0.8% 788.3
Close 810.7 804.4 -6.3 -0.8% 816.5
Range 7.3 15.7 8.4 115.1% 30.1
ATR 13.0 13.2 0.2 1.5% 0.0
Volume 94,338 100,660 6,322 6.7% 419,572
Daily Pivots for day following 23-Aug-2012
Classic Woodie Camarilla DeMark
R4 854.8 845.3 813.0
R3 839.0 829.5 808.8
R2 823.5 823.5 807.3
R1 814.0 814.0 805.8 810.8
PP 807.8 807.8 807.8 806.3
S1 798.3 798.3 803.0 795.0
S2 792.0 792.0 801.5
S3 776.3 782.5 800.0
S4 760.5 766.8 795.8
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 898.0 887.3 833.0
R3 868.0 857.3 824.8
R2 837.8 837.8 822.0
R1 827.3 827.3 819.3 832.5
PP 807.8 807.8 807.8 810.5
S1 797.0 797.0 813.8 802.5
S2 777.8 777.8 811.0
S3 747.5 767.0 808.3
S4 717.5 736.8 800.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 826.8 801.5 25.3 3.1% 11.5 1.4% 11% False True 89,414
10 826.8 788.3 38.5 4.8% 11.5 1.4% 42% False False 84,680
20 826.8 761.4 65.4 8.1% 13.5 1.7% 66% False False 91,542
40 826.8 759.2 67.6 8.4% 14.0 1.8% 67% False False 104,422
60 826.8 722.1 104.7 13.0% 15.0 1.9% 79% False False 108,027
80 826.8 722.1 104.7 13.0% 13.0 1.6% 79% False False 81,028
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.4
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 884.0
2.618 858.3
1.618 842.5
1.000 833.0
0.618 827.0
HIGH 817.3
0.618 811.3
0.500 809.3
0.382 807.5
LOW 801.5
0.618 791.8
1.000 785.8
1.618 776.0
2.618 760.5
4.250 734.8
Fisher Pivots for day following 23-Aug-2012
Pivot 1 day 3 day
R1 809.3 814.3
PP 807.8 811.0
S1 806.0 807.8

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These figures are updated between 7pm and 10pm EST after a trading day.

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